smoothp: smoothp

Description Usage Arguments Value Author(s) References

Description

Determines the smoothing paramter in the penalized spline regression.

Usage

1
smoothp(t, y, x, d)

Arguments

t

Time series observation times.

y

Time series response values.

x

Design matrix from the penalized spline regression.

d

Diagonal matrix used to constrain the linear model. This is a type of Ridge regression.

Value

Returns the smoothing parameter lambda for the penalized spline regression.

Author(s)

Kyle A. Caudle

References

D. Ruppert, M. P. Wand and R. J. Carroll, Semiparametric Regression. New York, NY: Cambidge University Press, 2003.


flowfield documentation built on May 2, 2019, 10:21 a.m.